What is the value of d1 of a European call option on a non-dividend-paying stock when the stock price is $60, the strike price is $59, the risk-free interest rate is 5% per annum, the volatility (Standard Deviation) is 30% per annum, and the time to malurity is three months? c=S0N(d1)KerTN(d2) where d1=Tln(K50)+(r+22)T and d2=Tln(Ks0)+(r22)T A. 0.1204 8. 0.2704 C. 0.3561 0.0 .2167